Lagrange-type Functions in Constrained Non-Convex Optimization
Alexander M. Rubinov, Xiao-Qi Yang · 2013
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About the book
This volume provides a systematic examination of Lagrange-type functions and augmented Lagrangians. Weak duality, zero duality gap property and the existence of an exact penalty parameter are examined. Weak duality allows one to estimate a global minimum. The zero duality gap property allows one to reduce the constrained optimization problem to a sequence of unconstrained problems, and the existence of an exact penalty parameter allows one to solve only one unconstrained problem. By applying Lagrange-type functions, a zero duality gap property for nonconvex constrained optimization problems is established under a coercive condition. It is shown that the zero duality gap property is equivalent to the lower semi-continuity of a perturbation function.
Book details
- Year
- 2013
- Language
- English
- Publisher
- Springer London, Limited
- Editions
- 3
- ISBN
- 9781441991720
Data source: Wikidata
